Szacowanie efektywności wybranej strategii inwestowania w produkty strukturyzowane na polskim rynku kapitałowym
Estimating the effectiveness of the chosen strategy of investing in products structured in the polish capital market

Summary/Abstract: The purpose of this article is to attempt to estimate the rate of return on investments in structured products available on the Polish financial market. In particular, the research in the article is structured deposit which is the primary index of the fixing rate EUR/PLN announced by the NBP. The study used wavelet Daubechies with algorithm "a Trous" and artificial neural networks, integrated into a single algorithm. Basically, the proposed method of predicting structured product index largely based on wavelet transform, wavelet functions are characterized as good localization properties in both the time and frequency.

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